-39.2%
OPEN vs SN
+425.1%
-464.3%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | -3.0% | -6.5% | -8.2% |
| 7D | -31.0% | +1.4% | -32.4% | -31.6% |
| 30D | -41.5% | +16.6% | -58.1% | -45.2% |
| 3M | -64.6% | +18.3% | -82.9% | -67.2% |
| 6M | -73.8% | +103.1% | -176.8% | -81.1% |
| YTD | -78.8% | +96.7% | -175.5% | -84.7% |
| 1Y | -86.8% | +134.3% | -221.2% | -91.2% |
| All | -39.2% | +425.1% | -464.3% | -81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling